code: def test_create_train_X_y_ValueError_when_y_and_exog_have_different_index():
      """
      Test ValueError is raised when y and exog have different index.
      """
      forecaster = ForecasterAutoreg(LinearRegression(), lags=5)
  
      err_msg = re.escape(
          (
              "Different index for `y` and `exog`. They must be equal "
              "to ensure the correct alignment of values."
          )
      )
      with pytest.raises(ValueError, match=err_msg):
          forecaster.fit(
              y=pd.Series(
                  np.arange(10),
                  index=pd.date_range(
                      start="2022-01-01", periods=10, freq="1D"
                  ),
              ),
              exog=pd.Series(
                  np.arange(10),
                  index=pd.RangeIndex(start=0, stop=10, step=1),
              ),
          )
  
imports: import re
  import pytest
  import numpy
  import pandas
  from skforecast.ForecasterAutoreg import ForecasterAutoreg
  from skforecast.preprocessing import TimeSeriesDifferentiator
  from skforecast.exceptions import MissingValuesExogWarning
  from sklearn.linear_model import LinearRegression
  from sklearn.compose import ColumnTransformer
  from sklearn.preprocessing import StandardScaler
  from sklearn.preprocessing import OneHotEncoder
  from .fixtures_ForecasterAutoreg import data
label_desc: Use image node_id 4 for calling a global function with example usage: test_create_train_X_y_ValueError_when_y_and_exog_have_different_index() without return types